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Essays on investement and consumption choice
Comon, Etienne, (2001)
A reconsideration of the properties of the generalized method of moments in asset pricing models
Neely, Christopher J., (1994)
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn, (1993)
Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik, (2005)
Can an "estimation factor" help explain cross-sectional returns?
Essays on incomplete information in financial markets